Trimmed portmanteau test for linear processes with infinite variance (Q2267596): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trimmed portmanteau test for linear processes with infinite variance |
scientific article |
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Trimmed portmanteau test for linear processes with infinite variance (English)
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1 March 2010
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model check test
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diagnostic test
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portmanteau test
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linear process with infinite variance
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trimming method
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asymptotic distribution
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